+205.0%
IWD vs RVTY
+217.6%
-12.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.0% |
| 7D | +1.3% | +6.0% | -4.8% | -0.6% |
| 30D | +3.6% | +4.3% | -0.7% | +2.1% |
| 3M | +2.3% | +40.2% | -37.9% | -8.0% |
| 6M | +13.0% | +59.3% | -46.3% | -2.8% |
| YTD | +26.2% | +66.5% | -40.3% | +6.0% |
| 1Y | +30.5% | +77.5% | -47.0% | +7.2% |
| 3Y | +86.2% | +92.5% | -6.3% | +43.9% |
| 5Y | +72.9% | -6.8% | +79.7% | +66.5% |
| 10Y | +205.0% | +225.4% | -20.4% | +76.9% |
| All | +205.0% | +217.6% | -12.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling